EntryTypeStatistics Struct Reference

#include <OnixS/CME/ConflatedTCP/messaging/MDP/Fields.h>

Public Types
enum	Enum {   OpenPrice = '4', HighTrade = '7', LowTrade = '8', VWAP = '9',   HighestBid = 'N', LowestOffer = 'O' }
typedef CHAR	Base

Detailed Description

Definition at line 477 of file Fields.h.

Member Typedef Documentation

typedef CHAR Base

Definition at line 479 of file Fields.h.

Member Enumeration Documentation

enum Enum

Enumerator
OpenPrice	Open Price.
HighTrade	High Trade.
LowTrade	Low Trade.
VWAP	Trading Session Volume Weighted Average Price.
HighestBid	Highest Bid.
LowestOffer	Lowest Offer.

Definition at line 481 of file Fields.h.

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The documentation for this struct was generated from the following file:

• OnixS/CME/ConflatedTCP/messaging/MDP/Fields.h